Volume Scatter in World makes the sky turn black
(Blatant Quote from the Blender Manual)

Volume World
A volume shader can also be applied to the entirely world, filling the entire space.
Currently, this is most useful for night time or other dark scenes, as the world surface shader or sun lamps will have no effect if a volume shader is used. This is because the world background is assumed to be infinitely far away, which is accurate enough for the sun for example. However, for modeling effects such as fog or atmospheric scattering, it is not a good assumption that the volume fills the entire space, as most of the distance between the sun and the earth is empty space. For such effects it is be better to create a volume object surrounding the scene. The size of this object will determine how much light is scattered or absorbed.

To illustrate this workaround: create a box around the scene (it will cat as a domain) and have that box use volume scatter:

Please note that the volume scatter is plugged to the volume socket of the material for the domain, the surface socket should not be used.